Skip to main content

Basel II

Changes afoot at rating agencies

Rating agencies are under fire once again, this time for failing to anticipate Enron’s bankruptcy. But they are looking to improve their methodology. What do the changes mean for banks that will have to rely on their ratings under Basel II?

Credit risk reporting: Managing the exposure challenge

Mass financial shocks – including Enron and Argentina – are forcing banks to disclose more information, faster, about their credit exposures to satisfy skittish investors. How are banks' technology infrastructures coping with this challenge?

New disclosure rule boosts pension risks

New UK accounting rule FRS 17 will force companies to disclose pensions liabilities on corporate balance sheets. The risk management issues are wide-ranging, and experts have few easy answers. Furthermore, the new rule could soon be adopted in a number…

Basel II final paper delayed until 2003

Global banking regulators now expect to issue their final version of the complex and controversial Basel II bank capital adequacy accord “some time next year” rather than by the end of this year as previously hoped.

Dealing with the flak

With the final Basel Accord proposals due to be published later this year, the Bank of International Settlements’ new Asian head, Shinichi Yoshikuni, does not have much time to settle into his new role, writes Nick Sawyer.

Credit model evaluation

With the new Basel Capital Accord scheduled for implementation in 2005, banks are having to evaluate the credit scoring models that will enable them to meet the minimum standards for Basel’s internal ratings-based (IRB) approach. Selecting an appropriate…

Basel II - Rules and Models

The proposed operational risk charge remains one of the most contentious areas of the new Basel Accord. Carol Alexander reviews the current proposals in the context of various simple models, and argues that practical implementation will require the use…

Linear, yet attractive, Contour

Banks’ Potential Future Exposure models are at the core of the advanced EAD (Exposure At Default) approach to capital requirements for credit risk considered in the New Basel Capital Accord. Juan Cárdenas, Emmanuel Fruchard and Jean-François Picron look…

In search of clarity and focus

Greater precision is needed in defining operational risk, but the Basle regulators' latest thoughts are lost in generalities, says Jacques Pézier, in the final article of a three-part series.

Regulators want active dialogue on op risk

BASEL - Active dialogue between banks and their supervisors is the key to the continued development of approaches to managing operational risk, global banking regulators said in a much-delayed paper on op risk sound practices issued in December.

SME debate delays next Basel II paper

The Basel Committee on Banking Supervision has delayed its next consultative paper for Basel II, the new rules that will determine the amount of regulatory capital internationally active banks put aside against risk.

Approach with caution

Indicators of operational risk are not for the faint of heart, nor are they necessarily bearers of good news. But used properly and effectively, they can help businesses identify potential losses before they happen.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here